Multi-obj: HiGHS model update #239

ampl · May 22, 2024 · 9cf6faa · 9cf6faa
1 parent 79aa163
commit 9cf6faa
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Showing 5 changed files with 44 additions and 23 deletions.
diff --git a/include/mp/backend-std.h b/include/mp/backend-std.h
@@ -269,7 +269,7 @@ class StdBackend :
     while (GetMM().PrepareSolveIteration()) {
       Solve();
       SetStatus( GetSolveResult() );      // before GetSolution()
-      sol_last_ = GetSolution();
+      sol_last_ = GetSolution();          // @todo don't need it in the last iteration
       GetMM().ProcessIterationSolution(sol_last_, status_.first);
     }
   }

diff --git a/include/mp/flat/converter_multiobj.h b/include/mp/flat/converter_multiobj.h
@@ -107,21 +107,36 @@ class MOManager {
     obj_new_ = MPD( get_objectives() );   // no linking
     if (MPD( GetEnv() ).verbose_mode())
       MPD( GetEnv() ).Print(
-          "\n\nMULTIOBJECTIVE MODE WITH {} OBJECTIVES.\n", obj_new_.size());
+          "\n\n"
+          "==============================================================================\n"
+          "MULTI-OBJECTIVE MODE: starting with {} objectives ...\n"
+          "==============================================================================\n"
+          "==============================================================================\n\n"
+          , obj_new_.size());
   }
 
   /// Do prepare next solve
   bool DoPrepareNextMultiobjSolve() {
     if (++i_current_obj_ >= obj_new_.size()) {
       status_ = MOManagerStatus::FINISHED;
+      MPD( GetEnv() ).Print(
+          "\n\n"
+          "==============================================================================\n"
+          "MULTI-OBJECTIVE MODE: done.\n\n");
       return false;                              // all done
     }
+    if (MPD( GetEnv() ).verbose_mode())
+      MPD( GetEnv() ).Print(
+          "\n\n"
+          "MULTI-OBJECTIVE MODE: objective {} (out of {}) ...\n"
+          "==============================================================================\n\n"
+          , i_current_obj_+1, obj_new_.size());
+    MPD( GetModelAPI() ).InitProblemModificationPhase(
+        MPD( GetModelInfo() ));
     ReplaceCurrentObj();
     if (i_current_obj_)
       RestrictLastObjVal();
-    if (MPD( GetEnv() ).verbose_mode())
-      MPD( GetEnv() ).Print(
-          "\n\nMULTIOBJECTIVE MODE: OBJECTIVE {} OUT OF {}.\n", i_current_obj_+1, obj_new_.size());
+    MPD( GetModelAPI() ).FinishProblemModificationPhase();
     return true;
   }
 

diff --git a/solvers/highsmp/highsmpmodelapi.cc b/solvers/highsmp/highsmpmodelapi.cc
@@ -31,12 +31,14 @@ void HighsModelAPI::AddVariables(const VarArrayDef& v) {
 
 void HighsModelAPI::SetLinearObjective( int iobj, const LinearObjective& lo ) {
   if (iobj < 1) {
-  // Highs_changeObjectiveOffset(highs, offset); TODO offset?
-    HIGHS_CCALL(Highs_changeColsCostBySet(lp(), lo.num_terms(), 
-      lo.vars().data(), lo.coefs().data()));
+    // Highs_changeObjectiveOffset(highs, offset); TODO offset?
+    std::vector<double> objc_new(NumVars());         // dense vector to
+    for (auto i=lo.vars().size(); i--; )
+      objc_new[lo.vars()[i]] = lo.coefs()[i];
+    HIGHS_CCALL(Highs_changeColsCostByRange(lp(), 0, NumVars()-1, objc_new.data()));
     HIGHS_CCALL(Highs_changeObjectiveSense(lp(), 
-                    obj::Type::MAX==lo.obj_sense() ? 
-      kHighsObjSenseMaximize : kHighsObjSenseMinimize) );
+                                           obj::Type::MAX==lo.obj_sense() ?
+                                               kHighsObjSenseMaximize : kHighsObjSenseMinimize) );
   } else {
       throw std::runtime_error("HighS does not support multiple objectives.");
   }
@@ -77,26 +79,28 @@ void HighsModelAPI::SetQuadraticObjective(int iobj, const QuadraticObjective& qo
 }
 
 void HighsModelAPI::AddConstraint(const LinConRange& lc) {
-  AccConstraints.add(lc);
+  acc_constraints_.add(lc);
 }
 void HighsModelAPI::AddConstraint(const LinConLE& lc) {
-  AccConstraints.add(lc);
+  acc_constraints_.add(lc);
 }
 void HighsModelAPI::AddConstraint(const LinConEQ& lc) {
-  AccConstraints.add(lc);
+  acc_constraints_.add(lc);
 }
 void HighsModelAPI::AddConstraint(const LinConGE& lc) {
-  AccConstraints.add(lc);
+  acc_constraints_.add(lc);
 }
 
 void HighsModelAPI::FinishProblemModificationPhase() {
   HIGHS_CCALL(Highs_addRows(lp(),
-    AccConstraints.lb.size(),
-    AccConstraints.lb.data(),
-    AccConstraints.ub.data(),
-    AccConstraints.coeffs.size(),
-    AccConstraints.starts.data(),
-    AccConstraints.indices.data(),
-    AccConstraints.coeffs.data()));
+    acc_constraints_.lb.size(),
+    acc_constraints_.lb.data(),
+    acc_constraints_.ub.data(),
+    acc_constraints_.coeffs.size(),
+    acc_constraints_.starts.data(),
+    acc_constraints_.indices.data(),
+    acc_constraints_.coeffs.data()));
+  acc_constraints_ = AccConstraints();      // reinitialize accumulator for model modification
 }
+
 } // namespace mp
diff --git a/solvers/highsmp/highsmpmodelapi.h b/solvers/highsmp/highsmpmodelapi.h
@@ -39,7 +39,7 @@ class HighsModelAPI :
   USE_BASE_CONSTRAINT_HANDLERS(BaseModelAPI)
 
 
-  struct AccConstraints{
+  struct AccConstraints {
       /* This is to accumulate the constraints in a format suitable for
       Highs_addRows(...). Adding them one by one was killing performance
       unacceptably. */
@@ -81,7 +81,7 @@ class HighsModelAPI :
       AccConstraints() {
         starts.push_back(0);
       }
-  } AccConstraints;
+  } acc_constraints_;
 
   ACCEPT_CONSTRAINT(LinConRange, Recommended, CG_Linear)
   void AddConstraint(const LinConRange& lc);

diff --git a/solvers/visitor/visitormodelapi.h b/solvers/visitor/visitormodelapi.h
@@ -25,6 +25,8 @@ class VisitorModelAPI :
 
   /// Called before problem input.
   /// Model info can be used to preallocate memory.
+  /// @note this is called before each phase of model modification
+  ///   which can happen during iterative solving.
   void InitProblemModificationPhase(const FlatModelInfo*);
   /// After
   void FinishProblemModificationPhase();